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A subjective assessment of approximate probalities with a portfolio application

Smimou, Kamal; Bector, Chhajju R.; Jacoby, G. - In: Research in international business and finance 21 (2007) 2, pp. 134-160

Persistent link: https://www.econbiz.de/10003478835

A subjective assessment of approximate probabilities with a portfolio application

Smimou, K.; Bector, C.R.; Jacoby, G. - In: Research in International Business and Finance 21 (2007) 2, pp. 134-160

Persistent link: https://www.econbiz.de/10005239903

Portfolio selection subject to experts' judgments

Smimou, K.; Bector, C.R.; Jacoby, G. - In: International review of financial analysis 17 (2008) 5, pp. 1036-1055

Persistent link: https://www.econbiz.de/10008899413

Portfolio selection subject to experts' judgments

Smimou, K.; Bector, C.R.; Jacoby, G. - In: International Review of Financial Analysis 17 (2008) 5, pp. 1036-1054

Since Markowitz [Markowitz, H. M. (1952). Portfolio selection. The Journal of Finance, 7, 77-91.], mean-variance theory has assumed that risky-asset returns to be random variables. The theory deals with this uncertainty by further assuming that investors hold homogeneous beliefs regarding the...

Persistent link: https://www.econbiz.de/10005228958

Portfolio selection subject to experts' judgments

Smimou, K.; Bector, C.R.; Jacoby, G. - In: International review of financial analysis 17 (2008) 5, pp. 1036-1054

Persistent link: https://www.econbiz.de/10008141205

Stock market and agricultural futures diversification : an international perspective

Smimou, Kamal - In: The journal of alternative investments 12 (2009/10) 4, pp. 36-57

Persistent link: https://www.econbiz.de/10003974196

Consumer attitudes, stock market liquidity, and the macro economy : a Canadian perspective

Smimou, Kamal - In: International review of financial analysis 33 (2014), pp. 186-209

Persistent link: https://www.econbiz.de/10010520462

On the significance testing of fuzzy regression applied to the CAPM : Canadian commodity futures evidence

Smimou, Kamal - In: International journal of applied management science 5 (2013) 2, pp. 144-171

Persistent link: https://www.econbiz.de/10009764846

International portfolio choice and political instability risk : a multi-objective approach

Smimou, Kamal - In: European journal of operational research : EJOR 234 (2014) 2, pp. 546-560

Persistent link: https://www.econbiz.de/10010358426

Transition to the Euro and its impact on country portfolio diversification

Smimou, Kamal - In: Research in international business and finance 25 (2011) 1, pp. 88-103

Persistent link: https://www.econbiz.de/10008758701